-6.4%
T vs HIMS
-41.7%
+35.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.7% | +2.4% |
| 7D | +5.5% | -9.1% | +14.5% | +4.7% |
| 30D | -8.9% | -10.1% | +1.2% | -9.5% |
| 3M | -5.6% | -17.1% | +11.5% | -6.5% |
| 6M | -14.3% | -2.2% | -12.0% | -13.6% |
| YTD | -7.9% | -17.9% | +10.0% | -6.5% |
| 1Y | -6.4% | -37.7% | +31.3% | -5.9% |
| All | -6.4% | -41.7% | +35.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HIMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling